We are seeking a talented and motivated Developer to join our agile Commodities Index Technology Team.
In this role, you will be responsible for the design, development, and maintenance of the software and infrastructure that powers our suite of proprietary and benchmark commodities indices.
You will work closely with quantitative researchers, traders, and index managers to implement new index methodologies, ensure data integrity, and optimize our calculation engines for performance and accuracy.
This is a critical role that combines expertise in software engineering with a deep understanding of financial markets, specifically in the commodities space.
You will be responsible for green field index re-engineering projects as well as managing and maintaining existing index platforms.
Key Responsibilities
System Development:
Design, build, test, and deploy robust and scalable software for the calculation, publication, and analysis of commodity indices.
Methodology Implementation:
Collaborate with quantitative analysts to translate complex index rules and methodologies (including weighting, rebalancing, and corporate actions) into high-quality, production-ready code.
Data Integration & Management:
Develop and maintain data pipelines to source, validate, and process commodity price data from various vendors and exchanges (e.g., Bloomberg, Refinitiv, CME, ICE).
Back-testing & Analytics:
Create and enhance tools for the historical back-testing of index strategies, performance attribution, and risk analysis.
Performance Optimization:
Profile and optimize the index calculation engine and data processing workflows to ensure low latency and high throughput.
Production Support:
Provide ongoing support for the index platform, troubleshoot production issues, and ensure the accuracy and timeliness of all index calculations and data distributions.
Documentation:
Maintain comprehensive documentation for the index methodologies, system architecture, and operational procedures.
Stak
📌 Commodities Index Senior Developer (Pune)
🏢 Citi
📍 Pune